+5.7%
CVS vs GLDM
+121.8%
-116.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.0% |
| 7D | -7.1% | +4.7% | -11.8% | -6.8% |
| 30D | -4.0% | -0.9% | -3.1% | -3.9% |
| 3M | -12.2% | -4.3% | -7.9% | -12.3% |
| 6M | -2.2% | -13.4% | +11.2% | -2.2% |
| YTD | +8.9% | -5.8% | +14.7% | +9.5% |
| 1Y | +9.9% | +2.1% | +7.8% | +11.1% |
| 3Y | +32.1% | +105.0% | -72.9% | +33.7% |
| All | +5.7% | +121.8% | -116.1% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GLDM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling